A fairly comprehensive list of Federal "statistical agencies" is available here. Several of the most important are listed below.
Population, housing, economic and business data, state and local governments, much more.
National and regional economic data, trade, input-output data.
Crime, offenders, corrections, victims, courts and sentencing.
Employment & unemployment, wages, spending, inflation/prices.
Aviation, rail, highway, others. See TransStats database.
Demand, production and use (petroleum, coal, nuclear, etc.), prices, forecasts, country analyses.
This is a link to Liber8, a site provided by the Federal Reserve Bank of St. Louis which offers easy access to international, national, and regional economic and business data, as well as the FRED (Federal Reserve Economic Data) and FRASER (Federal Reserve Archival System for Economic Research) databases. Here is a link to the Federal Reserve System site. For more options, see this page in our Web site.
Enrollment, achievement, family & student characteristics, finances for all educational levels.
Diseases, injuries, vital statistics (births, deaths, marriage & divorce). Includes the CDC WONDER database.